Grease Pencil stroke disappears
Check to make sure you don't have the [Grease Pencil layers] and [Grease Pencil Colors] set to invisible (eye icon).  I spent an hour trying to figure out why, but forgot that I turned them off.

For the new players:
N to open the right hand menu.
Uncollapse the  ▼ ☑Grease Pencil and ▼Grease Pencil Colors
Look to make sure the eyes are visible for both layers.  Also try creating a new Grease Pencil layer and seeing if that fixes any issues.